-4.2%
CTVA vs LTH
+79.8%
-83.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +2.2% |
| 7D | -20.8% | -1.3% | -19.5% | -20.3% |
| 30D | -29.6% | +15.7% | -45.3% | -30.5% |
| 3M | -16.9% | +5.0% | -21.9% | -17.1% |
| 6M | -24.3% | +37.7% | -61.9% | -26.4% |
| YTD | -5.6% | +75.0% | -80.6% | -12.6% |
| 1Y | -4.2% | +82.6% | -86.8% | -12.7% |
| All | -4.2% | +79.8% | -83.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling